+9.0%
IYR vs FROG
+72.4%
-63.4%
-11.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.8% | -6.0% | -0.1% |
| 7D | -1.2% | +26.8% | -28.0% | -0.7% |
| 30D | +6.1% | +10.6% | -4.5% | +6.4% |
| 3M | +0.9% | +27.2% | -26.3% | +1.6% |
| 6M | +1.2% | +58.7% | -57.5% | +2.1% |
| YTD | +11.1% | +75.3% | -64.2% | +11.8% |
| 1Y | +9.0% | +71.1% | -62.1% | +9.5% |
| All | +9.0% | +72.4% | -63.4% | +9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FROG.
Daily Out/Under-Performance
Portfolio return minus FROG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FROG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded FROG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling